Star Navigation Systems Group Ltd (SNA.CX)
0.005
0.00 (0.00%)
CAD |
CNSX |
May 03, 16:00
Star Navigation Systems Group Max Drawdown (5Y): 94.12% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 94.12% |
| March 31, 2024 | 94.12% |
| February 29, 2024 | 94.12% |
| January 31, 2024 | 94.12% |
| December 31, 2023 | 94.12% |
| November 30, 2023 | 92.31% |
| October 31, 2023 | 92.31% |
| September 30, 2023 | 92.31% |
| August 31, 2023 | 92.31% |
| July 31, 2023 | 92.31% |
| June 30, 2023 | 92.31% |
| May 31, 2023 | 92.31% |
| April 30, 2023 | 92.31% |
| March 31, 2023 | 92.31% |
| February 28, 2023 | 92.31% |
| January 31, 2023 | 92.31% |
| December 31, 2022 | 92.31% |
| November 30, 2022 | 92.31% |
| October 31, 2022 | 92.31% |
| September 30, 2022 | 92.31% |
| August 31, 2022 | 92.31% |
| July 31, 2022 | 92.31% |
| June 30, 2022 | 92.31% |
| May 31, 2022 | 92.31% |
| April 30, 2022 | 92.31% |
| Date | Value |
|---|---|
| March 31, 2022 | 92.31% |
| February 28, 2022 | 90.38% |
| January 31, 2022 | 90.38% |
| December 31, 2021 | 90.38% |
| November 30, 2021 | 90.38% |
| October 31, 2021 | 90.38% |
| September 30, 2021 | 90.38% |
| August 31, 2021 | 90.38% |
| July 31, 2021 | 90.38% |
| June 30, 2021 | 92.86% |
| May 31, 2021 | 93.18% |
| April 30, 2021 | 93.18% |
| March 31, 2021 | 93.18% |
| February 28, 2021 | 93.18% |
| January 31, 2021 | 93.18% |
| December 31, 2020 | 93.18% |
| November 30, 2020 | 93.18% |
| October 31, 2020 | 93.18% |
| September 30, 2020 | 93.55% |
| August 31, 2020 | 93.55% |
| July 31, 2020 | 93.55% |
| June 30, 2020 | 93.55% |
| May 31, 2020 | 93.55% |
| April 30, 2020 | 93.55% |
| March 31, 2020 | 93.55% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
90.38%
Minimum
Jul 2021
94.12%
Maximum
Dec 2023
92.69%
Average
93.02%
Median
Max Drawdown (5Y) Benchmarks
| Bactech Environmental Corp | 96.43% |
| Beyond Medical Technologies Inc | 99.62% |
| Sharc International Systems Inc | 98.70% |
| Newlox Gold Ventures Corp | 85.83% |
| ParcelPal Logistics Inc | 98.21% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -31.06 |
| Beta (5Y) | -0.1583 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 85.09% |
| Historical Sharpe Ratio (5Y) | -0.378 |
| Historical Sortino (5Y) | -0.7156 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.33% |